A semi-Markov approach to financial modelling during the COVID-19 pandemic
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Publication:6609933
DOI10.1007/978-3-031-40209-8_4MaRDI QIDQ6609933FDOQ6609933
Authors: Riccardo De Blasis 
Publication date: 24 September 2024
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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